"It is bad practice ..." vs. "It is a bad practice ..."

Yes, but they mean different things.

Bad practice, like good practice and best practices, are generic technical business terms referring to the way(s) in which businesses ought to operate. They generally refer to an official policy (of an individual concern, or perhaps of a governing agency) that is to be followed by everyone involved.

A bad practice, on the other hand, is like a bad idea; it generally means that you can get into trouble doing that. It's advice not to go to lunch early, and it's likely to be more personal than official.

Of course, the reason why you can get into trouble might be that going to lunch early is against company policy, so there's a broad area of synonymy between the two constructions.